Coastal Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8594 | 4.16 | |
| 0.2106 | 4.20 | |
| 0.4712 | 5.81 | |
| -0.7968 | -1.00 | |
| 1.1080 | 1.07 | |
| -0.2954 | -0.62 | |
| -0.0039 | -0.01 | |
| 0.3840 | 0.73 | |
| -1.1917 | -1.86 | |
| 1.4506 | 1.82 | |
| -1.5013 | -1.95 | |
| 1.6706 | 2.13 | |
| -4.5395 | -4.26 |
Estimation Period:
Mar 24, 1992 to May 12, 2004
Mar 24, 1992 to May 12, 2004
News Impact Curve
Volatility Forecasts
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